Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47802.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46407.66 Kr¶

PnL: ---------------------------------------> -480.91 Kr¶

DD now: ---------------------------------> -1.701 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:22:42.495653'

Anic Portfolio¶

Today¶

Return: 1.032 %¶

This Week¶

Return: 0.566 %¶

Total¶

Return: 56.493 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.900000 3265.600000 294.600000 9.920000 2971.000006
SAAB B 8 0.930000 3458.400000 81.400000 2.410000 3377.000000
FM Mattsson Mora Group B 50 -0.830000 3005.000000 78.000000 2.660000 2927.000000
HEBA B 70 -1.020000 2705.500000 69.500000 2.640000 2636.000010
Corem Property Group B 59 3.280000 631.300000 54.300000 9.410000 576.999999
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.530000 384.000000 29.000000 8.170000 355.000000
Resurs Holding 22 3.360000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -0.210000 578.160000 21.160000 3.800000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
HMS Networks 2 0.410000 689.200000 16.200000 2.410000 673.000000
Boozt 12 2.660000 1668.000000 14.000000 0.850000 1653.999996
Intrum 4 0.300000 537.800000 10.800000 2.050000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Swedbank A 3 0.990000 568.500000 4.500000 0.800000 564.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.980000 576.800000 2.800000 0.490000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.890000 244.320000 -1.680000 -0.680000 246.000000
Securitas B 6 0.640000 567.360000 -2.640000 -0.460000 570.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
CTEK 13 2.010000 527.800000 -6.200000 -1.160000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Vivesto 1368 -0.100000 558.140000 -54.860000 -8.950000 612.999432
Axfood 13 0.250000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 1.960000 1454.400000 -209.600000 -12.600000 1663.999992
Fasadgruppen Group 35 1.230000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.080000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46407.660000 -480.910000 -1.70124% 46888.564618

Updated:¶

'2023-01-20 10:22:55.114620'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶